Multi-OS CD/DVD

Ok, having the windows DVD's, i kinda spoiled myself and am still stumped as to how the creator did it. Does anyone here know how to put more than one OS on a CD or DVD and have a menu appear after booting from said disc to let you choose which to install? asking this because i'd like to put Longhorn and Fedora Core 3 on one, since they should both be able to fit on one disc.